@softz: i made my own head cap with masking tape, actually its just more of a band just around the hair line. it also helps hold the wig in place.
have yet to check if any staining occurred under there, some wig colors will bleed onto the scalp but its very easy to home make a wig cap with plastic wrap and tape ^^ if staining does happen a few treatments with acme cream can fix it up like new.